Sorry, but I beg to differ. This is of course the standard answer. But
the fact is, for some mysterious reasons, this setting (and not only
this one) gets occasionally changed. Instead of getting mad each time
this happens, I use a batch file to load word:
c:
CD \WINDOWS
START REGEDIT /S E:\WORD03\CLSID3.REG
START REGEDIT /S E:\WORD03\DEFAUTS.REG
START E:\WORD03\OFFICE11\WINWORD.EXE /N

the clsid3.reg and defauts.reg files are registry files I exported from
regedit where Word stores a lot of settings. Loading them this way
ensures me that the settings will be the ones I want, not some Word has
decided for me. This approach solves another very irritating problem,
the "installer problem".  Those who have never experienced this pain in
the .... won't understand, but they are few... I identified settings in
the registry that trigger a reinstallation and loading them avoids 95%
of this reinstallation madness.

Regards